-82.8%
TTD vs EXE
+20.6%
-103.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.1% |
| 7D | +6.3% | -0.3% | +6.6% | +6.4% |
| 30D | -23.9% | +8.5% | -32.3% | -25.8% |
| 3M | -31.4% | +5.5% | -36.8% | -32.7% |
| 6M | -42.7% | -5.9% | -36.8% | -41.7% |
| YTD | -62.0% | -9.7% | -52.3% | -61.0% |
| 1Y | -72.2% | +3.6% | -75.8% | -73.4% |
| All | -82.8% | +20.6% | -103.4% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling